Search: NHP
RBA Glossary definition for NHP
NHP – Net Hedging Positions
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Financialisation and the Term Structure of Commodity Risk Premiums
24 May 2017
RDP
PDF
1495KB
contemporaneous relationship between the NHP and returns on commodities futures (an ex post. ... As discussed above, empirical identification of a relationship between NHP and commodity risk.
https://www.rba.gov.au/publications/rdp/2017/pdf/rdp2017-03.pdf
Financialisation and the Term Structure of Commodity Risk Premiums
1 May 2017
RDP
2017-03
to the NHP when the risk-bearing capacity of broker-dealers is low (i.e. ... We define NHP to be net commercial positions, scaled by gross commercial positions, or:.
https://www.rba.gov.au/publications/rdp/2017/2017-03/full.html
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